Changed the oca_problem interface to the oca optimizer. Now the optimization_status()

function reports back the current risk and risk gap in addition to just the overall
objective value and objective gap.  Note that this change breaks backwards compatibility
with the previous interface (but only slightly).

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%404245

dlib/optimization/optimization_oca.h

@@ -26,6 +26,8 @@ namespace dlib
         ) const { return false; }
 
         virtual bool optimization_status (
+            scalar_type ,
+            scalar_type ,
             scalar_type ,
             scalar_type ,
             unsigned long,
@@ -164,7 +166,6 @@ namespace dlib
             unsigned long counter = 0;
             while (true)
             {
-                ++counter;
 
                 // add the next cutting plane
                 scalar_type cur_risk;
@@ -180,8 +181,16 @@ namespace dlib
                 else
                     alpha = join_cols(alpha,zeros_matrix<scalar_type>(1,1));
 
-                cur_obj = 0.5*trans(w)*w + C*cur_risk;
+                const scalar_type wnorm = 0.5*trans(w)*w;
+                cur_obj = wnorm + C*cur_risk;
 
+                // report current status
+                const scalar_type risk_gap = cur_risk - (cp_obj-wnorm)/C;
+                if (counter > 0 && problem.optimization_status(cur_obj, cur_obj - cp_obj, 
+                                                               cur_risk, risk_gap, planes.size(), counter))
+                {
+                    break;
+                }
 
                 // compute kernel matrix for all the planes
                 K.swap(Ktmp);
@@ -230,9 +239,6 @@ namespace dlib
                 // plane subproblem.
                 cp_obj = -0.5*trans(w)*w + trans(alpha)*vector_to_matrix(bs);
 
-                // report current status
-                if (problem.optimization_status(cur_obj, cur_obj - cp_obj, planes.size(), counter))
-                    break;
 
                 // If it has been a while since a cutting plane was an active constraint then
                 // we should throw it away.
@@ -248,6 +254,7 @@ namespace dlib
                     alpha = remove_row(alpha,idx);
                 }
 
+                ++counter;
             }
 
             return cur_obj;

dlib/optimization/optimization_oca_abstract.h

@@ -49,6 +49,8 @@ namespace dlib
         virtual bool optimization_status (
             scalar_type current_objective_value,
             scalar_type current_error_gap,
+            scalar_type current_risk_value,
+            scalar_type current_risk_gap,
             unsigned long num_cutting_planes,
             unsigned long num_iterations
         ) const = 0;
@@ -59,8 +61,10 @@ namespace dlib
                 - current_error_gap == The bound on how much lower the objective function
                   can drop before we reach the optimal point.  At the optimal solution the
                   error gap is equal to 0.
-                - num_cutting_planes == the number of cutting planes the algorithm is currently
-                  using
+                - current_risk_value == the current value of the R(w) term of the objective function.
+                - current_risk_gap == the bound on how much lower the risk term can go.  At the optimal
+                  solution the risk gap is zero.
+                - num_cutting_planes == the number of cutting planes the algorithm is currently using.
                 - num_iterations == A count of the total number of iterations that have executed
                   since we started running the optimization.
             ensures

dlib/svm/structural_svm_problem.h

@@ -140,6 +140,8 @@ namespace dlib
         virtual bool optimization_status (
             scalar_type current_objective_value,
             scalar_type current_error_gap,
+            scalar_type ,
+            scalar_type ,
             unsigned long num_cutting_planes,
             unsigned long num_iterations
         ) const 

dlib/svm/svm_c_linear_trainer.h

@@ -72,6 +72,8 @@ namespace dlib
         virtual bool optimization_status (
             scalar_type current_objective_value,
             scalar_type current_error_gap,
+            scalar_type ,
+            scalar_type ,
             unsigned long num_cutting_planes,
             unsigned long num_iterations
         ) const